I know - the slots are kinda close together and using 4 sticks, they get real chummy
No worries though - they won't overheat within spec.
If you are running them very hard ie. overclocked with tight timings, and ~2.1 or 2.2V, and you have poor case ventilation, it would be something to keep an eye on...
In that (total top-performance) situation you would probably want to run just 2GB memory and yank the other 1GB.
3GB is lots! Maybe you could sell the 2 x 512MB to someone...?